GLOW vs. VXUS

Last updated Aug 2, 2026

GLOW (VictoryShares WestEnd Global Equity ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds. GLOW is actively managed, while VXUS is passively managed. Over the past year, GLOW returned 23.53% vs 27.56% for VXUS. Their correlation of 0.87 means they have usually moved in the same direction. GLOW charges 0.72%/yr vs 0.05%/yr for VXUS.

Performance

GLOW vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares WestEnd Global Equity ETF (GLOW) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLOW achieves a 11.30% return, which is significantly lower than VXUS's 12.75% return.

GLOW

• 1D: -0.18%
• 1M: -0.86%
• 6M: 8.35%
• YTD: 11.30%
• 1Y: 23.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.70%

VXUS

• 1D: -0.21%
• 1M: -0.29%
• 6M: 6.78%
• YTD: 12.75%
• 1Y: 27.56%
• 3Y*: 17.23%
• 5Y*: 8.78%
• 10Y*: 9.44%
• ALL TIME*: 6.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GLOW VictoryShares WestEnd Global Equity ETF	$210.60K	$374.13K	$387.50K
VXUS Vanguard Total International Stock ETF	$362.62M	$406.11M	$507.75M

GLOW vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GLOW VictoryShares WestEnd Global Equity ETF	11.30%	21.29%	4.44%
VXUS Vanguard Total International Stock ETF	12.75%	32.35%	-0.37%

Correlation

The correlation between GLOW and VXUS is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (All Time) Calculated using the full available price history since Jun 21, 2024	0.87

The correlation between GLOW and VXUS has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

GLOW vs. VXUS - Sectors Allocation Comparison

Sectors	GLOW	VXUS
Technology	27.3%	23.7%
Financial Services	20.1%	23.2%
Healthcare	15.3%	6.8%
Industrials	8.9%	14.5%
Communication Services	7.9%	3.8%
Consumer Cyclical	6.7%	6.8%
Basic Materials	4.8%	6.6%
Utilities	4.4%	2.9%
Consumer Defensive	2.1%	4.8%
Energy	1.5%	4.2%
Real Estate	1.0%	1.7%

Return for Risk

GLOW vs. VXUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GLOW

GLOW Risk / Return Rank: 74
GLOW Sharpe Ratio Rank: 75
GLOW Sortino Ratio Rank: 75
GLOW Omega Ratio Rank: 73
GLOW Calmar Ratio Rank: 68
GLOW Martin Ratio Rank: 78

VXUS

VXUS Risk / Return Rank: 71
VXUS Sharpe Ratio Rank: 72
VXUS Sortino Ratio Rank: 69
VXUS Omega Ratio Rank: 72
VXUS Calmar Ratio Rank: 71
VXUS Martin Ratio Rank: 72

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GLOW vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares WestEnd Global Equity ETF (GLOW) and Vanguard Total International Stock ETF (VXUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GLOW	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	1.72	1.62	+0.10
Sortino ratio: Return per unit of downside risk	2.43	2.24	+0.19
Omega ratio: Gain probability vs. loss probability	1.31	1.30	+0.01
Calmar ratio: Return relative to maximum drawdown	2.41	2.42	-0.01
Martin ratio: Return relative to average drawdown	10.06	8.87	+1.18

GLOW vs. VXUS - Sharpe Ratio Comparison

The current GLOW Sharpe Ratio is 1.72, which is comparable to the VXUS Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of GLOW and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GLOW vs. VXUS - Drawdown Comparison

The maximum GLOW drawdown since its inception was -15.58%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for GLOW and VXUS.

Drawdown Indicators

	GLOW	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-15.58%	-35.97%	+20.39%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-11.27%	+1.94%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-1.59%	-2.84%	+1.25%
Average Drawdown Average peak-to-trough decline	-1.77%	-8.16%	+6.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	3.07%	-0.84%

Volatility

GLOW vs. VXUS - Volatility Comparison

The current volatility for VictoryShares WestEnd Global Equity ETF (GLOW) is 3.45%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.29%. This indicates that GLOW experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLOW	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	5.29%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	10.78%	15.06%	-4.28%
Volatility (1Y) Calculated over the trailing 1-year period	13.07%	16.86%	-3.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.13%	16.35%	-1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.13%	17.03%	-1.90%

GLOW vs. VXUS - Expense Ratio Comparison

GLOW has a 0.72% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

GLOW vs. VXUS - Dividend Comparison

GLOW's dividend yield for the trailing twelve months is around 1.24%, less than VXUS's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLOW VictoryShares WestEnd Global Equity ETF	1.24%	1.33%	1.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.59%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both GLOW and VXUS in my portfolio?

With a correlation of 0.92, GLOW and VXUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, GLOW or VXUS?

VXUS has higher volatility (5.29%) compared to GLOW (3.45%). In terms of maximum drawdown, GLOW dropped -15.58% vs VXUS's -35.97%.

Which ETF is better, GLOW or VXUS?

On 1-year performance, VXUS leads with 27.56% vs 23.53% for GLOW. On fees, VXUS is cheaper at 0.05% per year. On volatility, GLOW has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GLOW or VXUS?

Over the 1-year period, VXUS has performed better with a 27.56% return vs 23.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GLOW or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.72% for GLOW.

Which ETF pays a higher dividend yield, GLOW or VXUS?

VXUS has the higher dividend yield at 2.59%, compared with 1.24% for GLOW.

What is the main difference between GLOW and VXUS?

They also come from different issuers: VictoryShares and Vanguard. Their fees differ too: 0.72% for GLOW and 0.05% for VXUS.

Which has better risk-adjusted returns?

GLOW currently has the higher Sharpe Ratio (1.72 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.